Rub inside and outside of trout with olive oil. I like to use garlic olive oil inside and regular olive oil outside. This helps keep the fish from sticking to the grill.
Sprinkle cavity with salt and pepper and place 2 lemon slices and 2 sprigs of fresh thyme in each.
Grill at 400 degrees for approximately 5-6 minutes per side, turning once, until fish flakes easily and skin is browned.
Notes
We've found it's easier to flip the fish if you put it on the grill with the open side facing out (toward the person grilling).